Concentration inequalities for random fields via coupling

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dc.creatorChazottes, J. -R.
dc.creatorCollet, P.
dc.creatorKuelske, C.
dc.creatorRedig, F.
dc.date2005-03-23
dc.date2006-03-16
dc.date.accessioned2026-07-07T06:39:38Z
dc.date.available2026-07-07T06:39:38Z
dc.descriptionWe present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use information inequalities. When one has a uniform control on the coupling, this leads to exponential concentration inequalities. When such a uniform control is no more possible, this leads to polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, in particular to the low-temperature Ising model which is a concrete example of non-uniformity of the coupling.
dc.descriptionNew corrected version; 22 pages; 1 figure; New result added: stretched-exponential inequality
dc.identifierhttps://arxiv.org/abs/math/0503483
dc.identifierhttp://arxiv.org/abs/math/0503483
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/101151
dc.subjectProbability
dc.subjectMathematical Physics
dc.titleConcentration inequalities for random fields via coupling
dc.typetext

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